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1
In a medium bowl, cover shrimp with cold water and stir in baking soda. Refrigerate for 30 minutes. Drain and rinse shrimp under cold running water, then pat dry with paper towels.
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2
Place the shrimp in a food processor and pulse 10 times, until coarsely chopped. Transfer shrimp to a large mixing bowl. Add pork and pork fat to the food processor and pulse until finely chopped. Transfer pork to bowl with shrimp.
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3
Add white pepper, salt, cornstarch, Shaoxing wine, sesame oil, olive oil, ginger, and sugar to the pork and shrimp, and, using a spatula or chopsticks, mix well until thoroughly combined. Set filling aside in the refrigerator for at least 30 minutes or overnight.
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4
To wrap the siu mai, place 1 wonton wrapper in the palm of your hand. Place about 1 tablespoon of filling in the middle of the wrapper. Bring two opposite corners towards each other, and press gently to adhere them to filling. Repeat with remaining 2 corners to form a little cup around the filling, gently squeezing to hold wrapper in place. Place one carrot round (if using) on the bottom of each siu mai, add a little bit of the minced carrot on top, and transfer to a plate. Continue wrapping the remaining siu mai. The siu mai can be frozen now (see note) or cooked; note that frozen siu mai are best made without the carrot rounds on the bottom.
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5
To steam, line your steamer basket or tray with parchment paper (Napa cabbage laves can also work). Pour enough water into your steaming pot or wok so that the water is about 1 inch below the bottom of the steamer basket or tray. Bring to a boil.
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6
Arrange siu mai in the steamer tray, leaving room around each one and steaming in batches if necessary. Steam fresh siu mai until cooked through, about 7 minutes.
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7
Transfer to a plate. Serve. (Note that siu mai are traditionally served without a dipping sauce, though if you prefer one, mix soy sauce with a little sesame oil and fresh scallions and serve alongside.)
